Link: [2019] MACHINE LEARNING REGRESSION MASTERCLASS IN PYTHON In Courses Buddy you will find the best online courses on the categories you want to learn. Our team explores many courses in many ...BESTSELLER 4.7 (41 ratings) 727 students enrolled Created by Dr. Ryan Ahmed, Ph.D., MBA, Kirill Eremenko, Hadelin de Ponteves, SuperDataScience Team, Mitchell Bouchard What you'll learn Master Python programming and Scikit learn as applied to machine learning regression Understand the underlying theory behind simple and multiple linear regression techniques Apply simple linear regression techniques to predict product sales volume and vehicle fuel economy Apply multiple linear regression to predict stock prices and Universities acceptance rate Cover the basics and underlying theory of polynomial regression Apply polynomial regression to predict employees' salary and commodity prices Understand the theory behind logistic regression Apply logistic regression to predict the probability that customer will purchase a product on Amazon using customer features Understand the underlying theory and mathematics behind Artificial Neural Networks Learn how to train network weights and biases and select the proper transfer functions Train Artificial Neural Networks (ANNs) using back propagation and gradient descent methods Optimize ANNs hyper parameters such as number of hidden layers and neurons to enhance network performance Apply ANNs to predict house prices given parameters such as area, number of rooms..etc Assess the performance of trained Machine learning models using KPI (Key Performance indicators) such as Mean Absolute error, Mean squared Error, and Root Mean Squared Error intuition, R-Squared intuition, Adjusted R-Squared and F-Test Understand the underlying theory and intuition behind Lasso and Ridge regression techniques Sample real-world, practical projects Requirements Machine Learning basics PC with Internet connetion Artificial Intelligence (AI) revolution is here! The technology is progressing at a massive scale and is being widely adopted in the Healthcare, defense, banking, gaming, transportation and robotics industries. Machine Learning is a subfield of Artificial Intelligence that enables machines to improve at a given task with experience. Machine Learning is an extremely hot topic; the demand for experienced machine learning engineers and data scientists has been steadily growing in the past 5 years.

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We present a systematic framework for the Nesterov's accelerated gradient flows in the spaces of probabilities embedded with information metrics. Here two metrics are considered, including both the Fisher-Rao metric and the Wasserstein-$2$ metric. For the Wasserstein-$2$ metric case, we prove the convergence properties of the accelerated gradient flows, and introduce their formulations in Gaussian families. Furthermore, we propose a practical discrete-time algorithm in particle implementations with an adaptive restart technique. We formulate a novel bandwidth selection method, which learns the Wasserstein-$2$ gradient direction from Brownian-motion samples. Experimental results including Bayesian inference show the strength of the current method compared with the state-of-the-art.

This paper proposes a new meta-learning method -- named HARMLESS (HAwkes Relational Meta LEarning method for Short Sequences) for learning heterogeneous point process models from short event sequence data along with a relational network. Specifically, we propose a hierarchical Bayesian mixture Hawkes process model, which naturally incorporates the relational information among sequences into point process modeling. Compared with existing methods, our model can capture the underlying mixed-community patterns of the relational network, which simultaneously encourages knowledge sharing among sequences and facilitates adaptive learning for each individual sequence. We further propose an efficient stochastic variational meta expectation maximization algorithm that can scale to large problems. Numerical experiments on both synthetic and real data show that HARMLESS outperforms existing methods in terms of predicting the future events.

In order to obtain reasonably accurate full loss distributions via a nested simulations approach as described in Bauer et al. (2012), their cash-flow-projection (CFP) models would need to be simulated several hundred thousand times. But the insurers are currently far from being endowed with sufficient computational capacities to perform such expensive simulation tasks. By applying suitable approximation techniques like the least-squares Monte Carlo (LSMC) approach of Bauer & Ha (2015), the insurers are able to overcome these computational hurdles though. For example, they can implement the LSMC framework formalized by Krah et al. (2018) and applied by e.g. Bettels et al. (2014) to derive their full loss distributions. The central idea of this framework is to carry out a comparably small number of wisely chosen Monte Carlo simulations and to feed the simulation results into a supervised machine learning algorithm that translates the results into a proxy function of the insurer's loss (output) with respect to the underlying risk factors (input). To guarantee a certain approximation quality, the proxy function has to pass an additional validation procedure before it can finally be used for the full loss distribution forecast. Machine Learning Calibration Algorithm Apart from the calibration and validation steps, we adopt the LSMC framework from Krah et al. (2018) without any changes.

Tandem mass spectrometry (MS/MS) is a high-throughput technology used toidentify the proteins in a complex biological sample, such as a drop of blood. A collection of spectra is generated at the output of the process, each spectrum of which is representative of a peptide (protein subsequence) present in the original complex sample. In this work, we leverage the log-likelihood gradients of generative models to improve the identification of such spectra. In particular, we show that the gradient of a recently proposed dynamic Bayesian network (DBN) may be naturally employed by a kernel-based discriminative classifier. The resulting Fisher kernel substantially improves upon recent attempts to combine generative and discriminative models for post-processing analysis, outperforming all other methods on the evaluated datasets. We extend the improved accuracy offered by the Fisher kernel framework to other search algorithms by introducing Theseus, a DBN representing a large number of widely used MS/MS scoring functions. Furthermore, with gradient ascent and max-product inference at hand, we use Theseus to learn model parameters without any supervision.

The subtle and unique imprint of dark matter substructure on extended arcs in strong lensing systems contains a wealth of information about the properties and distribution of dark matter on small scales and, consequently, about the underlying particle physics. However, teasing out this effect poses a significant challenge since the likelihood function for realistic simulations of population-level parameters is intractable. We apply recently-developed simulation-based inference techniques to the problem of substructure inference in galaxy-galaxy strong lenses. By leveraging additional information extracted from the simulator, neural networks are efficiently trained to estimate likelihood ratios associated with population-level parameters characterizing substructure. Through proof-of-principle application to simulated data, we show that these methods can provide an efficient and principled way to simultaneously analyze an ensemble of strong lenses, and can be used to mine the large sample of lensing images deliverable by near-future surveys for signatures of dark matter substructure.

The increasing use of multiple sensors requires more efficient methods to represent and classify multi-dimensional data, since these applications produce a large amount of data, demanding modern techniques for data processing. Considering these observations, we present in this paper a new method for multi-dimensional data classification which relies on two premises: 1) multi-dimensional data are usually represented by tensors, due to benefits from multilinear algebra and the established tensor factorization methods; and 2) this kind of data can be described by a subspace lying within a vector space. Subspace representation has been consistently employed for pattern-set recognition, and its tensor representation counterpart is also available in the literature. However, traditional methods do not employ discriminative information of the tensors, which degrades the classification accuracy. In this scenario, generalized difference subspace (GDS) may provide an enhanced subspace representation by reducing data redundancy and revealing discriminative structures. Since GDS is not able to directly handle tensor data, we propose a new projection called n-mode GDS, which efficiently handles tensor data. In addition, n-mode Fisher score is introduced as a class separability index and an improved metric based on the geodesic distance is provided to measure the similarity between tensor data. To confirm the advantages of the proposed method, we address the problem of representing and classifying tensor data for gesture and action recognition. The experimental results have shown that the proposed approach outperforms methods commonly used in the literature without adopting pre-trained models or transfer learning.

Recent developments within deep learning are relevant for nonlinear system identification problems. In this paper, we establish connections between the deep learning and the system identification communities. It has recently been shown that convolutional architectures are at least as capable as recurrent architectures when it comes to sequence modeling tasks. Inspired by these results we explore the explicit relationships between the recently proposed temporal convolutional network (TCN) and two classic system identification model structures; Volterra series and block-oriented models. We end the paper with an experimental study where we provide results on two real-world problems, the well-known Silverbox dataset and a newer dataset originating from ground vibration experiments on an F-16 fighter aircraft.

A key element of any machine learning algorithm is the use of a function that measures the dis/similarity between data points. Given a task, such a function can be optimized with a metric learning algorithm. Although this research field has received a lot of attention during the past decade, very few approaches have focused on learning a metric in an imbalanced scenario where the number of positive examples is much smaller than the negatives. Here, we address this challenging task by designing a new Mahalanobis metric learning algorithm (IML) which deals with class imbalance. The empirical study performed shows the efficiency of IML.